Cargando…
Pairs trading : quantitative methods and analysis /
The first in-depth analysis of pairs tradingPairs trading is a market-neutral strategy in its most simple form. The strategy involves being long (or bullish) one asset and short (or bearish) another. If properly performed, the investor will gain if the market rises or falls. Pairs Trading reveals th...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
J. Wiley,
©2004.
|
| Colección: | Wiley finance series.
|
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
MARC
| LEADER | 00000cam a22000004a 4500 | ||
|---|---|---|---|
| 001 | OR_ocm56748868 | ||
| 003 | OCoLC | ||
| 005 | 20231017213018.0 | ||
| 006 | m o d | ||
| 007 | cr cnu|||unuuu | ||
| 008 | 041015s2004 njua ob 001 0 eng d | ||
| 040 | |a N$T |b eng |e pn |c N$T |d OCLCQ |d YDXCP |d OCLCQ |d OCLCO |d OCLCQ |d TEFOD |d MHW |d EBLCP |d UMI |d DEBSZ |d OCLCQ |d OCLCF |d OCLCQ |d TEFOD |d OCLCQ |d LIP |d PIFBR |d OCLCQ |d WY@ |d LUE |d CEF |d TOF |d UAB |d OCLCQ |d MM9 |d INARC |d OCLCO |d OCLCQ |d DST |d OCLCO | ||
| 016 | 7 | |a 2004005528 |2 Uk | |
| 019 | |a 56827419 |a 181841509 |a 842426576 |a 990408343 |a 990549259 |a 991977563 |a 1170705867 |a 1180935105 |a 1285751204 |a 1295595176 |a 1300560272 | ||
| 020 | |a 0471684570 |q (electronic bk.) | ||
| 020 | |a 9780471684572 |q (electronic bk.) | ||
| 020 | |a 9781118045701 | ||
| 020 | |a 111804570X | ||
| 020 | |z 9780471460671 | ||
| 020 | |z 0471460672 | ||
| 029 | 1 | |a AU@ |b 000051432856 | |
| 029 | 1 | |a AU@ |b 000062542257 | |
| 029 | 1 | |a DEBBG |b BV041121797 | |
| 029 | 1 | |a DEBSZ |b 396056776 | |
| 029 | 1 | |a DEBSZ |b 396767214 | |
| 035 | |a (OCoLC)56748868 |z (OCoLC)56827419 |z (OCoLC)181841509 |z (OCoLC)842426576 |z (OCoLC)990408343 |z (OCoLC)990549259 |z (OCoLC)991977563 |z (OCoLC)1170705867 |z (OCoLC)1180935105 |z (OCoLC)1285751204 |z (OCoLC)1295595176 |z (OCoLC)1300560272 | ||
| 037 | |b OverDrive, Inc. |n http://www.overdrive.com | ||
| 037 | |a A4ECAB0B-C59A-400C-A16B-2FE2EEF8B609 |b OverDrive, Inc. |n http://www.overdrive.com | ||
| 050 | 4 | |a HG4661 |b .V53 2004eb | |
| 072 | 7 | |a BUS |x 036020 |2 bisacsh | |
| 082 | 0 | 4 | |a 332.64/524 |2 22 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Vidyamurthy, Ganapathy. | |
| 245 | 1 | 0 | |a Pairs trading : |b quantitative methods and analysis / |c Ganapathy Vidyamurthy. |
| 260 | |a Hoboken, N.J. : |b J. Wiley, |c ©2004. | ||
| 300 | |a 1 online resource (xii, 210 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file | ||
| 490 | 1 | |a Wiley Finance ; |v v.217 | |
| 504 | |a Includes bibliographical references and index. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a BACKGROUND MATERIAL -- Introduction -- Time Series -- Factor Models -- Kalman Filtering -- STATISTICAL ARBITRAGE PAIRS -- Overview -- Pairs Selection in the Equity Markets -- Trading Desing -- RISK ARBITRAGE PAIRS -- Risk Arbitrage Mechanics -- Trade Execution -- The Market Implied Merger Probability -- Spread Inversion. | |
| 520 | |a The first in-depth analysis of pairs tradingPairs trading is a market-neutral strategy in its most simple form. The strategy involves being long (or bullish) one asset and short (or bearish) another. If properly performed, the investor will gain if the market rises or falls. Pairs Trading reveals the secrets of this rigorous quantitative analysis program to provide individuals and investment houses with the tools they need to successfully implement and profit from this proven trading methodology. | ||
| 546 | |a English. | ||
| 590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 650 | 0 | |a Pairs trading. | |
| 650 | 0 | |a Stocks. | |
| 650 | 0 | |a Portfolio management. | |
| 650 | 0 | |a Investment analysis. | |
| 650 | 6 | |a Arbitrage statistique. | |
| 650 | 6 | |a Actions (Titres de société) | |
| 650 | 6 | |a Gestion de portefeuille. | |
| 650 | 6 | |a Analyse financière. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x Futures. |2 bisacsh | |
| 650 | 7 | |a Investment analysis |2 fast | |
| 650 | 7 | |a Pairs trading |2 fast | |
| 650 | 7 | |a Portfolio management |2 fast | |
| 650 | 7 | |a Stocks |2 fast | |
| 776 | 0 | 8 | |i Print version: |a Vidyamurthy, Ganapathy. |t Pairs trading. |d Hoboken, N.J. : J. Wiley, ©2004 |z 0471460672 |w (DLC) 2004005528 |w (OCoLC)54670490 |
| 830 | 0 | |a Wiley finance series. | |
| 856 | 4 | 0 | |u https://learning.oreilly.com/library/view/~/9781118045701/?ar |z Texto completo (Requiere registro previo con correo institucional) |
| 938 | |a ProQuest Ebook Central |b EBLB |n EBL214250 | ||
| 938 | |a EBSCOhost |b EBSC |n 119373 | ||
| 938 | |a Internet Archive |b INAR |n pairstradingquan0000vidy | ||
| 938 | |a YBP Library Services |b YANK |n 12669405 | ||
| 938 | |a YBP Library Services |b YANK |n 2298798 | ||
| 994 | |a 92 |b IZTAP | ||